When people walk in general, they need to lift their legs and twist their bodies (keep balance) and other actions that consume energy but do not directly make people move forward, while bicycles are different. When pedaling, almost every movement can make the body move forward (keeping balance is not counted), which is very labor-saving.
Moreover, a bicycle has two pulleys. Although doing the same work (using the same energy), the force generated by the pulley of the bicycle in an instant is much smaller than that without pulley (although it takes a long time to do work, the human body is more suitable for low-intensity long-time work than high-intensity short-time work).
Ordinary walking is like this, and so is carrying heavy objects.
In this way, people will feel that riding a bicycle is more labor-saving and faster, but it does not violate the law of conservation of energy.